| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 41.35% | 36.07% |
| Max Drawdown | -27.96% | -27.95% |
| Sharpe | 0.84 | 0.64 |
| Sortino | 1.37 | 0.95 |
| Payoff Ratio | 1.23 | 1.29 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.45 | 1.16 |
| CPC Index | 0.69 | 0.7 |
| Tail Ratio | 1.22 | 1.06 |
| Outlier Win Ratio | 9.99 | 3.4 |
| Outlier Loss Ratio | 3.8 | 2.97 |
| Volatility (ann.) | 30.79% | 46.0% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.84 | 0.74 |
| Skew | 1.23 | 0.29 |
| Kurtosis | 9.92 | 1.86 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.66% | 1.48% |
| Expected Yearly % | 18.89% | 16.65% |
| Kelly Criterion | 4.59% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -3.88% |
| Expected Shortfall (cVaR) | -2.58% | -3.88% |
| Year | 3083194:BTCUSD | 3083194:btcusd:triple_gx:kama95_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 58.45 | 1.84 | + |
| 2025 | 3.20 | -10.80 | -3.37 | - |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| MTD | -2.24% | -12.86% |
| 3M | -0.96% | -19.17% |
| 6M | -6.31% | -7.87% |
| YTD | -10.8% | 3.2% |
| 1Y | -13.42% | 4.59% |
| 3Y (ann.) | 23.56% | 20.72% |
| 5Y (ann.) | 23.56% | 20.72% |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Max Drawdown | -27.96% | -27.95% |
| Longest DD Days | 333.0 | 203.0 |
| Avg. Drawdown | -4.29% | -8.01% |
| Avg. Drawdown Days | 26.0 | 33.0 |
| Recovery Factor | 1.48 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -27.96 | 333 |
| 2024-05-21 | 2024-07-16 | -10.73 | 56 |
| 2024-04-02 | 2024-05-16 | -8.66 | 44 |
| 2024-08-10 | 2024-09-14 | -5.51 | 35 |
| 2024-12-08 | 2024-12-17 | -5.40 | 9 |
| 2024-07-23 | 2024-08-09 | -4.95 | 17 |
| 2024-10-08 | 2024-10-16 | -4.67 | 8 |
| 2024-09-15 | 2024-09-19 | -3.28 | 4 |
| 2024-11-18 | 2024-11-22 | -2.99 | 4 |
| 2024-10-31 | 2024-11-07 | -2.53 | 7 |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.11% | 15.55% |
| Worst Week | -12.27% | -14.34% |
| Best Month | 22.44% | 34.46% |
| Worst Month | -10.97% | -19.77% |
| Best Year | 58.45% | 31.85% |
| Worst Year | -10.8% | 3.2% |
| Avg. Up Day | 1.78% | 2.04% |
| Avg. Down Day | -1.45% | -1.59% |
| Avg. Up Week | 3.87% | 5.59% |
| Avg. Down Week | -2.67% | -4.61% |
| Avg. Up Month | 7.72% | 12.71% |
| Avg. Down Month | -5.26% | -7.99% |
| Win Days % | 47.4% | 49.75% |
| Win Month % | 57.14% | 52.38% |
| Win Week % | 50.0% | 56.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |